CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1518 |
0.0180 |
1.6% |
1.1160 |
| High |
1.1440 |
1.1532 |
0.0092 |
0.8% |
1.1377 |
| Low |
1.1338 |
1.1352 |
0.0014 |
0.1% |
1.1122 |
| Close |
1.1401 |
1.1416 |
0.0015 |
0.1% |
1.1329 |
| Range |
0.0102 |
0.0180 |
0.0078 |
76.5% |
0.0255 |
| ATR |
0.0078 |
0.0085 |
0.0007 |
9.4% |
0.0000 |
| Volume |
20 |
41 |
21 |
105.0% |
186 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1875 |
1.1515 |
|
| R3 |
1.1793 |
1.1695 |
1.1466 |
|
| R2 |
1.1613 |
1.1613 |
1.1449 |
|
| R1 |
1.1515 |
1.1515 |
1.1433 |
1.1474 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1413 |
| S1 |
1.1335 |
1.1335 |
1.1400 |
1.1294 |
| S2 |
1.1253 |
1.1253 |
1.1383 |
|
| S3 |
1.1073 |
1.1155 |
1.1367 |
|
| S4 |
1.0893 |
1.0975 |
1.1317 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.1940 |
1.1469 |
|
| R3 |
1.1786 |
1.1685 |
1.1399 |
|
| R2 |
1.1531 |
1.1531 |
1.1376 |
|
| R1 |
1.1430 |
1.1430 |
1.1352 |
1.1481 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1301 |
| S1 |
1.1175 |
1.1175 |
1.1306 |
1.1226 |
| S2 |
1.1021 |
1.1021 |
1.1282 |
|
| S3 |
1.0766 |
1.0920 |
1.1259 |
|
| S4 |
1.0511 |
1.0665 |
1.1189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1532 |
1.1145 |
0.0387 |
3.4% |
0.0113 |
1.0% |
70% |
True |
False |
27 |
| 10 |
1.1532 |
1.1122 |
0.0410 |
3.6% |
0.0079 |
0.7% |
72% |
True |
False |
41 |
| 20 |
1.1532 |
1.0725 |
0.0807 |
7.1% |
0.0071 |
0.6% |
86% |
True |
False |
29 |
| 40 |
1.1532 |
1.0696 |
0.0836 |
7.3% |
0.0051 |
0.4% |
86% |
True |
False |
19 |
| 60 |
1.1532 |
1.0291 |
0.1241 |
10.9% |
0.0036 |
0.3% |
91% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2297 |
|
2.618 |
1.2003 |
|
1.618 |
1.1823 |
|
1.000 |
1.1712 |
|
0.618 |
1.1643 |
|
HIGH |
1.1532 |
|
0.618 |
1.1463 |
|
0.500 |
1.1442 |
|
0.382 |
1.1421 |
|
LOW |
1.1352 |
|
0.618 |
1.1241 |
|
1.000 |
1.1172 |
|
1.618 |
1.1061 |
|
2.618 |
1.0881 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1442 |
1.1428 |
| PP |
1.1433 |
1.1424 |
| S1 |
1.1425 |
1.1420 |
|